Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47461.01 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46063.02 Kr¶

PnL: ---------------------------------------> -825.55 Kr¶

DD now: ---------------------------------> -2.404 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 12:04:02.812861'

Anic Portfolio¶

Today¶

Return: 0.319 %¶

This Week¶

Return: -0.943 %¶

Total¶

Return: 55.375 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 -0.960000 783.200000 110.200000 16.370000 673.000000
Nordea Bank Abp 29 1.150000 3523.500000 69.500000 2.010000 3453.999992
SAAB B 8 -0.300000 3432.800000 55.800000 1.650000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.180000 394.400000 39.400000 11.100000 355.000000
Boozt 12 1.150000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 1.630000 603.460000 29.460000 5.130000 573.999998
Corem Property Group B 59 0.990000 604.750000 27.750000 4.810000 576.999999
Intrum 4 1.210000 551.400000 24.400000 4.630000 527.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Swedbank A 3 0.990000 581.550000 17.550000 3.110000 564.000000
Norva24 Group 16 1.160000 560.320000 17.320000 3.190000 543.000000
Securitas B 6 1.670000 585.720000 15.720000 2.760000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.770000 541.800000 13.800000 2.610000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Coor Service Management Hold. 8 0.220000 536.800000 4.800000 0.900000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.260000 249.840000 3.840000 1.560000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.510000 542.750000 -3.250000 -0.600000 546.000000
Midsona B 63 0.330000 570.150000 -12.850000 -2.200000 582.999984
CTEK 13 -2.960000 514.930000 -19.070000 -3.570000 533.999999
International Petroleum Corp. 5 3.530000 571.500000 -23.070000 -3.880000 594.565215
Essity B 2 -0.620000 545.800000 -28.200000 -4.910000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.650000 3783.500000 -66.500000 -1.730000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -2.040000 2745.600000 -225.400000 -7.590000 2971.000006
OX2 18 1.020000 1432.800000 -231.200000 -13.890000 1663.999992
Axfood 13 0.300000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46061.190000 -827.380000 -2.4078% 46888.564618

Updated:¶

'2023-01-27 12:03:40.693526'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶